+319.5%
SN vs EXPD
+53.7%
+265.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -9.3% | -1.1% | -8.2% | -8.9% |
| 30D | -4.8% | +4.1% | -8.9% | -6.4% |
| 3M | +40.4% | +17.9% | +22.5% | +30.8% |
| 6M | +50.9% | +29.2% | +21.7% | +34.4% |
| YTD | +54.9% | +27.4% | +27.6% | +36.1% |
| 1Y | +43.0% | +56.8% | -13.8% | +9.6% |
| 3Y | +391.8% | +68.0% | +323.8% | +254.8% |
| All | +319.5% | +53.7% | +265.8% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling